CME Australian Dollar Future March 2024
Trading Metrics calculated at close of trading on 11-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
0.6416 |
0.6441 |
0.0025 |
0.4% |
0.6502 |
High |
0.6424 |
0.6492 |
0.0069 |
1.1% |
0.6502 |
Low |
0.6416 |
0.6441 |
0.0025 |
0.4% |
0.6416 |
Close |
0.6416 |
0.6471 |
0.0055 |
0.9% |
0.6416 |
Range |
0.0008 |
0.0052 |
0.0044 |
543.8% |
0.0086 |
ATR |
0.0028 |
0.0032 |
0.0003 |
12.2% |
0.0000 |
Volume |
0 |
8 |
8 |
|
4 |
|
Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6622 |
0.6598 |
0.6499 |
|
R3 |
0.6571 |
0.6546 |
0.6485 |
|
R2 |
0.6519 |
0.6519 |
0.6480 |
|
R1 |
0.6495 |
0.6495 |
0.6475 |
0.6507 |
PP |
0.6468 |
0.6468 |
0.6468 |
0.6474 |
S1 |
0.6443 |
0.6443 |
0.6466 |
0.6456 |
S2 |
0.6416 |
0.6416 |
0.6461 |
|
S3 |
0.6365 |
0.6392 |
0.6456 |
|
S4 |
0.6313 |
0.6340 |
0.6442 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.6702 |
0.6645 |
0.6463 |
|
R3 |
0.6616 |
0.6559 |
0.6439 |
|
R2 |
0.6530 |
0.6530 |
0.6431 |
|
R1 |
0.6473 |
0.6473 |
0.6423 |
0.6459 |
PP |
0.6444 |
0.6444 |
0.6444 |
0.6437 |
S1 |
0.6387 |
0.6387 |
0.6408 |
0.6373 |
S2 |
0.6358 |
0.6358 |
0.6400 |
|
S3 |
0.6272 |
0.6301 |
0.6392 |
|
S4 |
0.6186 |
0.6215 |
0.6368 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.6502 |
0.6416 |
0.0086 |
1.3% |
0.0028 |
0.4% |
64% |
False |
False |
2 |
10 |
0.6544 |
0.6416 |
0.0129 |
2.0% |
0.0023 |
0.4% |
43% |
False |
False |
2 |
20 |
0.6544 |
0.6416 |
0.0129 |
2.0% |
0.0018 |
0.3% |
43% |
False |
False |
4 |
40 |
0.6870 |
0.6416 |
0.0455 |
7.0% |
0.0017 |
0.3% |
12% |
False |
False |
2 |
60 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0015 |
0.2% |
11% |
False |
False |
2 |
80 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0014 |
0.2% |
11% |
False |
False |
1 |
100 |
0.6938 |
0.6416 |
0.0523 |
8.1% |
0.0013 |
0.2% |
11% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.6711 |
2.618 |
0.6627 |
1.618 |
0.6575 |
1.000 |
0.6544 |
0.618 |
0.6524 |
HIGH |
0.6492 |
0.618 |
0.6472 |
0.500 |
0.6466 |
0.382 |
0.6460 |
LOW |
0.6441 |
0.618 |
0.6409 |
1.000 |
0.6389 |
1.618 |
0.6357 |
2.618 |
0.6306 |
4.250 |
0.6222 |
|
|
Fisher Pivots for day following 11-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
0.6469 |
0.6465 |
PP |
0.6468 |
0.6459 |
S1 |
0.6466 |
0.6454 |
|